+273.7%
ZETA vs ITUB
+114.2%
+159.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.1% |
| 7D | -0.1% | 0.0% | -0.1% | 0.0% |
| 30D | +10.5% | +2.6% | +7.9% | +9.0% |
| 3M | +44.3% | +8.4% | +35.9% | +37.8% |
| 6M | +59.4% | -0.5% | +60.0% | +57.9% |
| YTD | +49.5% | +15.3% | +34.2% | +37.8% |
| 1Y | +62.7% | +28.7% | +34.0% | +41.5% |
| All | +273.7% | +114.2% | +159.5% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling